Browsing Theses and Dissertations by Subject "Dynamic models"

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  • Niemi, Jarad (2009)
    <p>Dynamic models, also termed state space models, comprise an extremely rich model class for time series analysis. This dissertation focuses on building state space models for a variety of contexts and computationally ...
  • Feng, Felix Zhiyu (2014)
    <p>In this dissertation I study the role of limited commitment in dynamic models. In the first part, I consider firms that face uncertainty shocks in a principal-agent setting but have only limited ability to commit to ...
  • McAlinn, Kenichiro (2017)
    <p>This dissertation discusses model and forecast comparison, calibration, and combination from a foundational perspective. For nearly five decades, the field of forecast combination has grown exponentially. Its practicality ...